More IB repairs..
Make the throttle error propagate through to `trio` again by adding `dict`-msg support between the two loops such that errors can be re-raised on the `trio` side. This is all integrated into the `MethoProxy` and accompanying result relay task. Further fix a longer standing issue where sometimes the `ib_insync` order entry method will raise a weird assertion error because it detects some internal order-id state issue.. Just ignore those and make relay back an error to the ems in such cases. Add a bunch of notes for todos surrounding data feed reset hackery.mkts_backup
Tyler Goodlet
parent
6e86904032
commit
3c5a799e97
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@ -673,23 +673,28 @@ class Client:
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# against non-known prices.
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raise RuntimeError("Can not order {symbol}, no live feed?")
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trade = self.ib.placeOrder(
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contract,
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Order(
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orderId=reqid or 0, # stupid api devs..
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action=action.upper(), # BUY/SELL
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# lookup the literal account number by name here.
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account=account,
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orderType='LMT',
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lmtPrice=price,
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totalQuantity=size,
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outsideRth=True,
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try:
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trade = self.ib.placeOrder(
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contract,
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Order(
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orderId=reqid or 0, # stupid api devs..
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action=action.upper(), # BUY/SELL
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# lookup the literal account number by name here.
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account=account,
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orderType='LMT',
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lmtPrice=price,
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totalQuantity=size,
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outsideRth=True,
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optOutSmartRouting=True,
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routeMarketableToBbo=True,
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designatedLocation='SMART',
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),
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)
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optOutSmartRouting=True,
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routeMarketableToBbo=True,
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designatedLocation='SMART',
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),
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)
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except AssertionError: # errrg insync..
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log.warning(f'order for {reqid} already complete?')
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# will trigger an error in ems request handler task.
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return None
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# ib doesn't support setting your own id outside
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# their own weird client int counting ids..
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@ -1116,7 +1121,25 @@ class MethodProxy:
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chan = self.chan
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# send through method + ``kwargs: dict`` as pair
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await chan.send((meth, kwargs))
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return await chan.receive()
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msg = await chan.receive()
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res = msg.get('result')
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if res:
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return res
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err = msg.get('error')
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if not err:
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raise ValueError(f'Received unexpected asyncio msg {msg}')
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raise err
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async def wait_for_data_reset(self) -> None:
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'''
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Send hacker hot keys to ib program and wait
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for the event that declares the data feeds to be
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back up before unblocking.
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'''
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...
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async def open_aio_client_method_relay(
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@ -1132,6 +1155,9 @@ async def open_aio_client_method_relay(
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):
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to_trio.send_nowait(client)
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# TODO: separate channel for error handling?
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# client.inline_errors(to_trio)
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# relay all method requests to ``asyncio``-side client and
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# deliver back results
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while not to_trio._closed:
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@ -1143,10 +1169,18 @@ async def open_aio_client_method_relay(
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meth_name, kwargs = msg
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meth = getattr(client, meth_name)
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resp = await meth(**kwargs)
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try:
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resp = await meth(**kwargs)
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# echo the msg back
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to_trio.send_nowait({'result': resp})
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# echo the msg back
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to_trio.send_nowait(resp)
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except (
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RequestError,
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# TODO: relay all errors to trio?
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# BaseException,
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) as err:
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to_trio.send_nowait({'error': err})
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@acm
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@ -1361,6 +1395,7 @@ async def get_bars(
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return await get()
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except RequestError as err:
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# why do we always need to rebind this?
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_err = err
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# TODO: retreive underlying ``ib_insync`` error?
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@ -1409,6 +1444,10 @@ async def get_bars(
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if not in_throttle:
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await tractor.breakpoint()
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# TODO: wait on data con reset event
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# then begin backfilling again.
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# await proxy.wait_for_data()
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in_throttle = True
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fails += 1
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continue
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@ -1463,6 +1502,7 @@ async def backfill_bars(
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# on that until we have the `marketstore` daemon in place in which
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# case the shm size will be driven by user config and available sys
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# memory.
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# count: int = 120,
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count: int = 22,
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task_status: TaskStatus[trio.CancelScope] = trio.TASK_STATUS_IGNORED,
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@ -1745,7 +1785,9 @@ async def stream_quotes(
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init_msgs = mk_init_msgs()
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with trio.move_on_after(1):
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# TODO: we should instead spawn a task that waits on a feed to start
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# and let it wait indefinitely..instead of this hard coded stuff.
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with trio.move_on_after(6):
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contract, first_ticker, details = await _trio_run_client_method(
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method='get_quote',
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symbol=sym,
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@ -1922,6 +1964,12 @@ async def handle_order_requests(
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# counter - collision prone..)
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reqid=order.reqid,
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)
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if reqid is None:
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await ems_order_stream.send(BrokerdError(
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oid=request_msg['oid'],
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symbol=request_msg['symbol'],
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reason='Order already active?',
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).dict())
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# deliver ack that order has been submitted to broker routing
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await ems_order_stream.send(
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